BREVAN HOWARD CAPITAL MANAGEMENT LP
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ST. HELIER Y9
Investment Advisor
Hedge Fund
Brevan Howard Capital Management is based out of St. Helier. Brevan Howard Capital Management is a registered investment advisory firm Their last reported 13F filing for Q4 2023 included $8,182,974,982 in managed 13F securities
and a top 10 holdings concentration of 80.21%. Brevan Howard Capital Management's largest holding is iShares MSCI Emerging Markets ETF- with shares held of 41,505,500. Whalewisdom has at least 43 13F filings
2023-12-31
Top Buys (13F)
Name | % Change |
---|---|
QQQ Invesco QQQ Trust, S (CALL) | 10.36% |
XLF The Financial Select (PUT) | 5.92% |
XLF The Financial Select (CALL) | 2.5% |
EEM iShares MSCI Emergin (CALL) | 2.29% |
XLP The Consumer Staples (CALL) | 2.29% |
2023-12-31
Top Sells (13F)
Name | % Change |
---|---|
TLT iShares 20+ Year Tre (CALL) | 11.05% |
HYG iShares iBoxx USD Hi (PUT) | 9.27% |
QQQ Invesco QQQ Trust, S (PUT) | 6.65% |
HYG iShares iBoxx USD Hi (CALL) | 5.82% |
EMB iShares J.P. Morgan (PUT) | 2.07% |
2023-12-31
13F Holdings Summary
Name | $ Change |
---|---|
EEM iShares MSCI Emergin | 20.4% |
XLF The Financial Select | 13.09% |
EEM iShares MSCI Emergin | 12.36% |
QQQ Invesco QQQ Trust, S | 11.11% |
XLF The Financial Select | 10.71% |
*NOTE: The investment manager filing this report is deemed to have investment discretion with respect to securities over which Brevan Howard (Hong Kong) Limited ("BHHK"), Brevan Howard Investment Products Limited ("BHIPL"), Brevan Howard Cayman SEZC Limited ("BHCSL"), Brevan Howard Asset Management LLP ("BHAM"), Brevan Howard US Investment Management LP ("BHUS"), Brevan Howard (Tel Aviv) Limited ("BHTA") and Brevan Howard Private Limited ("BHPL"), subsidiaries of the investment manager, exercise investment discretion as a result of the investment manager having control over BHHK, BHIPL, BHCSL, BHAM, BHUS, BHTA and BHPL.
2023-12-31
13F Activity
Market Value | $8.18b, Prior: $7.76b |
New Purchases | 742 stocks |
Added To | 201 stocks |
Sold out of | 119 stocks |
Reduced holdings in | 52 stocks |
Top 10 Holdings % | 80.21% |
Turnover %[1] | 85.59% |
Turnover Alt %[2] | 39.82% |
Time Held Top 20 | 1 quarters |
Time Held Top 10 | 0.6 quarters |
Time Held All | 0.55 quarters |
[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.
[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.
2023-12-31
13F Sector Allocation Over Time
2023-12-31
Analysis
Top 20 equal-weighted holdings. Performance numbers calculated through 2023-12-31